My favorite is Talos . idk if he counts ,and my least is Molag Balls.
Talos would be thought of as an Aedra, considering his backrounds of ascension to "godship" through his deeds etc. etc. so forth. In that saying, Daedra are those who are under the lining of Padomay ( opposite of Anu, who was " good" ) which follows under a more " darker side" of morality, and the " darker side" of mortality itself, i.e disease, murder, deception, etc.
On my note referring to which is my favorite? In concept I prefer Sheogorath, he simply adds color to anything, even cheese, though cheese has a color, many colors actually, from white- yellow to yellow- yellow and golden brown- yellow ... My least favorite rims between Molag Bal and Hircine. Both tend to bemuse me after extended periods of time near their presence.